Randomized, double-blind, controlled, AIDS Clinical Trial Group (ACTG) study designed to evaluate the efficacy, safety and tolerance of the combination of HIVIG (preparation of IVIG with high concentration of antibodyto HIV, administered intrapartum during pregnancy and to the newborn within 12 hours of birth), plus Zidovudine, or AZT compared to regular IVIG and AZT, administered similarly, for the reduction of HIV infection in infants born to HIV-infected women who are receiving AZT during pregnancy for medical interventions. The efficacy of HIVIG to prevent the transmission of HIV in infants born to HIV-infected mothers receiving AZT during pregnancy will be evaluated by comparing the rates of HIV infection among infants in the two treatment groups, HIVIG and IVIG.